Financial package
Jump to navigation
Jump to search
The financial package is part of the Octave Forge project.
Development
Follows an incomplete list of stuff missing in the financial package to be matlab compatible. Bugs are not listed here, search and report them on the bug tracker instead.
this entire section is about the current development version. If a Matlab function is missing from the list and does not appear on the current release of the package, confirm that is also missing in the development sources before adding it.
Missing functions
- abs2active
- accrfrac
- acrubond
- acrudisc
- active2abs
- addEquality
- addGroupRatio
- addGroups
- addInequality
- adline
- adosc
- amortize
- annurate
- annuterm
- arith2geom
- ascii2fts
- bar3
- bar3h
- beytbill
- bndconvp
- bndconvy
- bnddurp
- bnddury
- bndkrdur
- bndprice
- bndspread
- bndtotalreturn
- bndyield
- bollinger
- boxcox
- candle
- cdai
- cdprice
- cdyield
- cfamounts
- cfbyzero
- cfdates
- cfplot
- cfport
- cfprice
- cfspread
- cftimes
- cfyield
- chaikosc
- chaikvolat
- chartfts
- checkFeasibility
- chfield
- convert2sur
- convertto
- cpncount
- cpndaten
- cpndatenq
- cpndatep
- cpndaysp
- cpnpersz
- createholidays
- cur2frac
- cur2str
- date2time
- datedisp
- datemnth
- datewrkdy
- days360
- days360e
- days360isda
- days360psa
- days365
- daysadd
- daysdif
- dec2thirtytwo
- depfixdb
- depgendb
- deprdv
- depsoyd
- depstln
- disc2zero
- discrate
- ecmmvnrfish
- ecmmvnrmle
- ecmmvnrobj
- ecmmvnrstd
- ecmnfish
- ecmnhess
- ecmninit
- ecmnmle
- ecmnobj
- ecmnstd
- elpm
- emaxdrawdown
- estimateAssetMoments
- estimateBounds
- estimateFrontier
- estimateFrontierByReturn
- estimateFrontierByRisk
- estimateFrontierLimits
- estimateMaxSharpeRatio
- estimatePortMoments
- estimatePortReturn
- estimatePortRisk
- estimatePortStd
- estimatePortVaR
- estimateScenarioMoments
- ewstats
- extfield
- fillts
- fints
- floatdiscmargin
- floatmargin
- fpctkd
- frac2cur
- freqnum
- freqstr
- frontcon
- frontier
- fts2ascii
- fts2mat
- ftsbound
- ftsgui
- ftsinfo
- ftstool
- ftsuniq
- fvdisc
- fvfix
- fvvar
- fwd2zero
- geom2arith
- getAssetMoments
- getBounds
- getBudget
- getCosts
- getEquality
- getGroupRatio
- getGroups
- getInequality
- getOneWayTurnover
- getScenarios
- getnameidx
- holdings2weights
- inforatio
- iscompatible
- kagi
- lagts
- leadts
- linebreak
- lpm
- maxdrawdown
- medprice
- mvnrfish
- mvnrmle
- mvnrobj
- mvnrstd
- nancov
- nanmax
- nanmean
- nanmedian
- nanmin
- nanstd
- nansum
- nanvar
- nyseclosures
- payadv
- payodd
- payper
- payuni
- pcalims
- pcgcomp
- pcglims
- pcpval
- peravg
- periodicreturns
- plotFrontier
- portalloc
- portalpha
- portcons
- Portfolio
- PortfolioCVaR
- PortfolioMAD
- portopt
- portrand
- portror
- portsim
- portstats
- portvar
- portvrisk
- prbyzero
- prcroc
- prdisc
- priceandvol
- prmat
- prtbill
- pvfix
- pvtrend
- pvvar
- pyld2zero
- renko
- resamplets
- ret2tick
- selectreturn
- setAssetList
- setAssetMoments
- setBounds
- setBudget
- setCosts
- setDefaultConstraints
- setEquality
- setGroupRatio
- setGroups
- setInequality
- setInitPort
- setOneWayTurnover
- setProbabilityLevel
- setScenarios
- setSolver
- setTurnover
- sharpe
- simulateNormalScenariosByData
- simulateNormalScenariosByMoments
- smoothts
- sortfts
- spctkd
- stochosc
- targetreturn
- tbilldisc2yield
- tbillprice
- tbillrepo
- tbillval01
- tbillyield
- tbillyield2disc
- tbl2bond
- thirtytwo2dec
- tick2ret
- tick2ret (fts)
- time2date
- toannual
- todaily
- todecimal
- tomonthly
- toquarterly
- toquoted
- tosemi
- totalreturnprice
- toweekly
- tr2bonds
- transprob
- transprobbytotals
- transprobfromthresholds
- transprobgrouptotals
- transprobprep
- transprobtothresholds
- tsaccel
- tsmom
- tsmovavg
- typprice
- ugarch
- ugarchllf
- ugarchpred
- ugarchsim
- uicalendar
- volarea
- volroc
- wclose
- weights2holdings
- willad
- willpctr
- wrkdydif
- xirr
- yearfrac
- ylddisc
- yldmat
- yldtbill
- zbtprice
- zbtyield
- zero2disc
- zero2fwd
- zero2pyld